estBlackBox1

data

estimation

reduction

Criterion to be used for model 
       selection. see <code>informationTestsCalculations</code>.

criterion

logical indicating if a trend should be estimated.

trend

logical indicating if the mean should be subtracted
       from data before estimation.

subtract.means

logical indicating if information should be printed 
       during estimation.

verbose

integer indicating the maximum number of lags to consider.

max.lag

Package dse provides tools for multivariate, linear, time-invariant,
	time series models. It includes ARMA and state-space representations,
	and methods for converting between them. It also includes simulation
	methods and several estimation functions. The package has functions 
	for looking at model roots, stability, and forecasts at different 
	horizons. The ARMA model representation is general, so that VAR, VARX, 
	ARIMA, ARMAX, ARIMAX can all be considered to be special cases. Kalman
	filter and smoother estimates can be obtained from the state space
	model, and state-space model reduction techniques are implemented. 
	An introduction and User's Guide is available in a vignette.

Paul Gilbert

Dynamic Systems Estimation (time series package)

estBlackBox1 function

If verbose is TRUE then estimation information is printed and checkResiduals is run, 
which gives plots of information about the residuals.

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estBlackBox1: Estimate a TSmodel

Description

Usage

Arguments

Value

Side Effects

concept

See Also

Examples